A protective insulating cap assembly for the threaded electrical terminal stud and the ends of the conductors attached thereto of an electrical sensing unit such as a thermocouple element has been known heretofore. For example, W. Fredericks U.S. Pat. No. 2,875,266, dated Feb. 24, 1959, shows a protective electrically insulating cap assembly for the threaded terminal stud of a sensing unit to protect it against accidental contact with grounded objects and consequent short-circuiting and also against mechanical damage due to maintenance crews bumping their tools thereagainst. While such protective insulating caps have been useful for protecting threaded terminals and also the conductors attached to such threaded terminals at a sharp 90.degree. angle by means of O-ring connectors and nuts, they have nevertheless been unsuitable for protecting electrical cables that emerge axially (rather than being connected perpendicularly) from electrical devices, such as tubular sensors of the photoelectric or magnetic type or the like. Also, such prior protective insulating caps have not been suitable for retaining such electrical cables that emerge from horizontally mounted sensors from extending into the aisle adjacent the conveyor or the like on which the sensor is mounted. This invention relates to improvements thereover.